Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic : a novel TVP-VAR frequency connectedness approach
Jionghao Huang, Baifan Chen, Yushi Xu, Xiaohua Xia
| Year of publication: |
2023
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| Authors: | Huang, Jionghao ; Chen, Baifan ; Xu, Yushi ; Xia, Xiaohua |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 53.2023, p. 1-12
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| Subject: | COVID-19 pandemic | Energy commodity market | Global financial market | TVP-VAR frequency connectedness | Volatility transmission dynamics | Volatilität | Volatility | Coronavirus | Welt | World | Epidemie | Epidemic | Finanzmarkt | Financial market | Wirkungsanalyse | Impact assessment | Energiemarkt | Energy market | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103634 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472432